Sun 13 January 2019
How information can update Conditional Probability
Written by Hongjinn Park in Articles
Here's a problem that I found very interesting.
Why would it matter that a girl was born in March?
A couple has two kids and the kids are equally likely to be boy or girl. The gender of the first one is independent of the second.
$$P(\text{girl,girl}) = \frac{P(g,g)}{P(g,g)+P(g,b)+P(b,g)+P(b,b)} = \frac{1}{4}$$ $$P(\text{girl,girl} \mid \text{first kid is a girl}) = \frac{P(g,g)}{P(g,g)+P(g,b)} = \frac{\frac{1}{4}}{\frac{1}{4}+\frac{1}{4}} = \frac{1}{2} = P(\text{second kid is a girl})$$ $$P(\text{girl,girl} \mid \text{at least one is a girl}) = \frac{P(g,g)}{P(g,g)+P(g,b)+P(b,g)} = \frac{\frac{1}{4}}{\frac{1}{4}+\frac{1}{4}+\frac{1}{4}} = \frac{1}{3}$$ $$P(\text{girl,girl} \mid \text{at least one is a March born girl}) = \frac{P(\text{both girls, at least one is a March born girl})}{P(\text{at least one is a March born girl})}$$Then using multiplication rule on the numerator,
$$= \frac{P(\text{both girls})[1-P(\text{both not March born girls} \mid \text{both girls})]}{1-P(\text{both not March born girls})} =\frac{(1/4)(1-(11/12)^2)}{1-(23/24)^2} = \frac{23}{47} \approx 0.489$$Punch line: Note that
$$P(\text{girl,girl} \mid \text{at least one is a girl}) = 0.333 < 0.489 = P(\text{girl,girl} \mid \text{at least one is a March born girl}) < 0.5$$Why is this the case? Because when given information that helps identify a specific individual, the answer gets closer to $1/2$. For example, "first kid is a girl" clearly identifies a specific one. Another example, assuming all $365$ days equally likely and day of births are independent,
$$P(\text{girl,girl} \mid \text{at least one is a girl born on 4/20}) =\frac{(1/4)(1-(364/365)^2)}{1-(729/730)^2} \approx 0.4997$$Articles
Personal notes I've written over the years.
- When does the Binomial become approximately Normal
- Gambler's ruin problem
- The t-distribution becomes Normal as n increases
- Marcus Aurelius on death
- Proof of the Central Limit Theorem
- Proof of the Strong Law of Large Numbers
- Deriving Multiple Linear Regression
- Safety stock formula derivation
- Derivation of the Normal Distribution
- Comparing means of Normal populations
- Concentrate like a Roman
- How to read a Regression summary in R
- Notes on Expected Value
- How to read an ANOVA summary in R
- The time I lost faith in Expected Value
- Notes on Weighted Linear Regression
- How information can update Conditional Probability
- Coupon collecting singeltons with equal probability
- Coupon collecting with n pulls and different probabilities
- Coupon collecting with different probabilities
- Coupon collecting with equal probability
- Adding Independent Normals Is Normal
- The value of fame during and after life
- Notes on the Beta Distribution
- Notes on the Gamma distribution
- Notes on Conditioning
- Notes on Independence
- A part of society
- Conditional Expectation and Prediction
- Notes on Covariance
- Deriving Simple Linear Regression
- Nature of the body
- Set Theory Basics
- Polynomial Regression
- The Negative Hyper Geometric RV
- Notes on the MVN
- Deriving the Cauchy density function
- Exponential and Geometric relationship
- Joint Distribution of Functions of RVs
- Order Statistics
- The Sample Mean and Sample Variance
- Probability that one RV is greater than another
- St Petersburg Paradox
- Drunk guy by a cliff
- The things that happen to us